Time-varying effects of changes in the interest rate and the RMB exchange rate on the stock market of China : evidence from the long-memory TVP-VAR model
Guangxi Cao
| Year of publication: |
2012
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|---|---|
| Authors: | Cao, Guangxi |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, Suppl.2, p. 230-248
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| Subject: | impulse response | long memory | long-term equilibrium relationship | time-varying | TVP-VAR | China | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Renminbi | Schätzung | Estimation | Volatilität | Volatility | Zins | Interest rate | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009682499